OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
21 Sep 2025 04:13 PM IST
| OFSS 30SEP2025 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 3.32
Theta: -5.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 9018.00 | 34 | -24.35 | 34.07 | 1,610 | 73 | 1,159 | |||||||||
| 14 Sept | 8979.00 | 50.1 | -40.95 | 31.64 | 437 | -404 | 1,540 | |||||||||
For Oracle Fin Serv Soft Ltd. - strike price 9700 expiring on 30SEP2025
Delta for 9700 CE is 0.13
Historical price for 9700 CE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 34, which was -24.35 lower than the previous day. The implied volatity was 34.07, the open interest changed by 73 which increased total open position to 1159
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 50.1, which was -40.95 lower than the previous day. The implied volatity was 31.64, the open interest changed by -404 which decreased total open position to 1540
| OFSS 30SEP2025 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 2.40
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 9018.00 | 654.65 | 30.2 | 27.94 | 7 | -3 | 82 |
| 14 Sept | 8979.00 | 609.15 | -15.3 | 0.00 | 0 | 0 | 0 |
For Oracle Fin Serv Soft Ltd. - strike price 9700 expiring on 30SEP2025
Delta for 9700 PE is -0.92
Historical price for 9700 PE is as follows
On 21 Sept OFSS was trading at 9018.00. The strike last trading price was 654.65, which was 30.2 higher than the previous day. The implied volatity was 27.94, the open interest changed by -3 which decreased total open position to 82
On 14 Sept OFSS was trading at 8979.00. The strike last trading price was 609.15, which was -15.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
